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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bio (BIO) - NYSE Next Earnings Date: Estimated on Oct. 29, 2026
EVR: 3.7
Avg Daily Volume: 256,304    Market Cap: 9.9B
Sector: Healthcare    Short Interest: 4.23
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 4, 2026 AC 3.8 $332.88 @$330.00 $32.45
($332.88)
9.83% 5.93% I 4.5% I $347.86 $27.65
( $347.86 )
-14.79%
April 30, 2026 AC 3.5 $280.12 @$280.00 $30.70
($280.12)
10.96% -13.5% O -8.41% I $256.55 $28.10
( $256.55 )
-8.47%
Feb. 12, 2026 AC 3.2 $292.42 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 3.3 $319.47 @$320.00
July 31, 2025 AC 2.7 $241.95 @$240.00
May 1, 2025 AC 2.7 $240.43 @$240.00
Feb. 13, 2025 AC 2.6 $306.36 @$310.00
May 7, 2024 AC 2.7 $279.91 @$280.00
Feb. 15, 2024 AC 2.4 $328.73 @$330.00
Oct. 26, 2023 AC 2.3 $291.53 @$290.00

 
 
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